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Co-operators Canadian Resource VP (COOPERATORSR.TO)

255.96 Down 1.66(0.64%) Sep 17

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up6
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2005):51.03%
Worst 1 Yr Total Return(Dec 30, 2008):-34.98%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCOOPERATORSR.TOCategory
Alpha (against Standard Index)-1.74-6.79
Beta (against Standard Index)0.921.13
Mean Annual Return0.00-0.40
R-squared (against Standard Index)89.6478.39
Standard Deviation16.0421.29
Sharpe Ratio-0.06-0.22
Treynor Ratio-2.40-5.63
5 Years
StatisticCOOPERATORSR.TOCategory
Alpha (against Standard Index)-1.34-1.83
Beta (against Standard Index)0.941.10
Mean Annual Return0.420.46
R-squared (against Standard Index)91.0971.51
Standard Deviation15.4420.63
Sharpe Ratio0.280.27
Treynor Ratio3.393.20
10 Years
StatisticCOOPERATORSR.TOCategory
Alpha (against Standard Index)0.520.04
Beta (against Standard Index)1.001.02
Mean Annual Return0.900.88
R-squared (against Standard Index)93.7876.51
Standard Deviation21.0724.03
Sharpe Ratio0.430.38
Treynor Ratio7.066.24